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Author SHA1 Message Date
Stéphane Adjemian (Ryûk) b297353b06
PAC decomposition between stationary and non-stationary components. 
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).

TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
 2021-12-17 12:17:13 +01:00
Stéphane Adjemian (Odysseus) d5e2b0f9f8 Updated integration test with new interface for aggregate routine. 2020-01-29 18:28:35 +01:00
Sébastien Villemot f91018c319
Fix test broken by 1668d50aaf 2019-10-02 15:06:13 +02:00
Stéphane Adjemian (Charybdis) efc174115e Use verbatim block. 2019-06-17 11:33:56 +02:00
Stéphane Adjemian (Charybdis) ea68f849d5 Renamed routine. 2019-04-29 23:49:04 +02:00
Stéphane Adjemian (Charybdis) 92e7010b97 Added integration test. 2019-04-29 23:39:14 +02:00
Stéphane Adjemian (Charybdis) b6a80229a9 Added integration test for cherrypick and agregate routines. 2019-04-27 18:12:53 +02:00